+17.0%
EIX vs AEE
+57.9%
-40.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +1.0% | +3.0% | -2.0% | -1.4% |
| 30D | +8.9% | +11.2% | -2.4% | -0.2% |
| 3M | -9.8% | +7.0% | -16.8% | -14.5% |
| 6M | -10.2% | +5.7% | -15.9% | -14.3% |
| YTD | +5.9% | +16.2% | -10.3% | -6.1% |
| 1Y | +10.9% | +12.0% | -1.2% | +1.1% |
| 3Y | +10.2% | +63.4% | -53.2% | -26.9% |
| 5Y | +17.0% | +56.0% | -39.0% | -17.3% |
| All | +17.0% | +57.9% | -40.8% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling